+373.7%
WAB vs AR
-33.4%
+407.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.0% |
| 7D | +1.4% | -14.3% | +15.7% | +4.1% |
| 30D | +0.4% | +1.4% | -1.0% | 0.0% |
| 3M | -3.8% | +3.4% | -7.2% | -4.8% |
| 6M | +5.1% | -2.1% | +7.1% | +4.7% |
| YTD | +33.3% | +4.7% | +28.6% | +30.2% |
| 1Y | +39.8% | +10.6% | +29.2% | +34.9% |
| 3Y | +161.1% | +24.6% | +136.5% | +141.2% |
| 5Y | +209.5% | +71.9% | +137.6% | +158.9% |
| 10Y | +293.8% | +46.4% | +247.5% | +184.4% |
| All | +373.7% | -33.4% | +407.1% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling